Affine Macroeconomic Models of the Term Structure of Interest Rates: The US Treasury Market 1961-99
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- Peter Vlaar, 2007. "Term Structure Modeling for Pension Funds:What to do in Practice?," DNB Working Papers 123, Netherlands Central Bank, Research Department.
- Renatas Kizys & Peter Spencer, 2007. "Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities," Money Macro and Finance (MMF) Research Group Conference 2006 140, Money Macro and Finance Research Group.
- Somvang PHIMMAVONG & Ian FERGUSON & Barbara OZARSKA, 2010. "Economy-Wide Impact of Forest Plantation Development in Laos Using a Dynamic General Equilibrium Approach," EcoMod2010 259600131, EcoMod.
- Peter Spreij & Enno Veerman & Peter Vlaar, 2008.
"Multivariate Feller conditions in term structure models: Why do(n't) we care?,"
Papers
0804.1039, arXiv.org.
- Peter Spreij & Enno Veerman & Peter Vlaar, 2008. "Multivariate Feller conditions in term structure models: Why do(n't) we care?," DNB Working Papers 173, Netherlands Central Bank, Research Department.
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This paper has been announced in the following NEP Reports:- NEP-FMK-2004-09-12 (Financial Markets)
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